GIKA 2019 Chile

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First Name: Boris
Second name: Podobnik
Academic title: Associate Professor

E-mail: bp@phy.hr
Position: Vice Dean for Research

Education:
  • University of Zagreb, Bachelor Degree in Physics 1989,
  • University of Zagreb, Ph.D. 1993,
  • University of Rijeka, assistant professor 2002, associate professor 2007, professor in economics 2008


Research interests:
Econometrics,
Financial Econometrics,
Firm Growth,
Scaling in economics data,
Time Series Analysis.
Publications (most important/popular):
Feng Ling, Li Baowen, Boris Podobnik, T. Preis, and H.Eugene Stanley:
Linking Agent-Based Models and Stochastic Models of Financial Markets, Proceedings of the National Academy of Sciences of the USA 109 (22) 8388-8393 (2012)

Boris Podobnik, Duan Wang, and H.Eugene Stanley: High-frequency trading model for a complex trading hierarchy, Quantitative Finance 12 559-566 (2012)

Igor Gvozdanovic, Boris Podobnik, Duan Wang, and H.Eugene Stanley: 1/f behavior in cross-correlations between absolute returns in a US market, Physica A 391 2860-2866 (2012)

Boris Podobnik, Aljosa Valentincic, Davor Horvatic, H.Eugene Stanley:
Asymmetric Levy Flight in Financial Ratios, Proceedings of the National Academy of Sciences of the USA 108 (44) 17883-17888 (2011)

Jia Shao, Plamen Ch Ivanov, B. Urosevic, H.Eugene Stanley, Boris Podobnik: Zipf rank approach and cross-country convergence of incomes, Europhysics Letters 94, 48001 (2011)

Duan Wang, Boris Podobnik, Davor Horvatic, H.Eugene Stanley: Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices, Physical Review E 83, 046121 (2011)

Davor Horvatic, H.Eugene Stanley, Boris Podobnik: Detrended cross-
Correlation analysis for non-stationary time series with periodic trends, Europhysics Letters 94, 18007 (2011)

Boris Podobnik, Davor Horvatic, Alexander Petersen, Branko Urosevic, H. Eugene Stanley: Bankruptcy risk model and empirical tests, Proceedings of the National Academy of Sciences of the USA, 107 no. 43 18325-18330 (2010)

Joel Tenenbaum, Davor Horvatic, Slavica Cosovic Bajic, Beco Pehlivanovic, Boris Podobnik, H. Eugene Stanley: Comparison between response dynamics in transition economies and developed economies, Physical Review E 82 046104 (2010)

Alexander M. Petersen, B. Podobnik, D. Horvatic, H. E. Stanley: Scale
invariant properties of public debt growth, Europhysics Letters, 90 38006 (2010)